Approximate Simulation Techniques and Distribution of an Extended Gamma Process
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DOI: 10.1007/s11009-015-9474-3
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References listed on IDEAS
- Ishwaran, Hemant & James, Lancelot F., 2004. "Computational Methods for Multiplicative Intensity Models Using Weighted Gamma Processes: Proportional Hazards, Marked Point Processes, and Panel Count Data," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 175-190, January.
- Guida, M. & Postiglione, F. & Pulcini, G., 2012. "A time-discrete extended gamma process for time-dependent degradation phenomena," Reliability Engineering and System Safety, Elsevier, vol. 105(C), pages 73-79.
- van Noortwijk, J.M., 2009. "A survey of the application of gamma processes in maintenance," Reliability Engineering and System Safety, Elsevier, vol. 94(1), pages 2-21.
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- Sophie Mercier & Carmen Sangüesa, 2023. "A general multivariate lifetime model with a multivariate additive process as conditional hazard rate increment process," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 86(1), pages 91-129, January.
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Keywords
Reliability; Degradation; Process with independent increments; Series representation; Inverse laplace transform; Post-Widder formula; Weighted Gamma process;All these keywords.
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